During the sixth week I implemented k-fold cross-validation. I haven't sent it for review yet since the previous PR (#1044) is still under consideration, and the new code depends on this PR.
On the sixth week I also started to work on the hyper-parameter tuning module by implementing a wrapper for cross-validation strategies. This wrapper serves for adapting the interface of the cross-validation classes to the one that can be utilized by the mlpack optimizers. It also makes it possible to bind some arguments (hyper-parameters) to some specific values.
On the next week I plan to finish my work on the cross-validation wrapper and to start implementing the grid-search optimizer (iterating through points on a multidimensional grid).